Sydney - Prince Harry and girlfriend Meghan Markle marked their coupledom publicly for the first time at the Invictus Games in Canada on Monday.

While there had previously been speculation the pair were dating, photographs captured by Getty Images in Toronto confirmed the royal relationship.

The couple walked together hand-in-hand to Toronto's New City Hall to attend a wheelchair tennis event at the third instalment of the games, established by the prince to celebrate injured servicemen and women, local media reported.

The formality of their security detail was in contrast to the intimacy shown when the two were photographed at the match laughing and frequently touching each other.

The tennis tryst follows photos of the pair seated separately at the games' opening ceremony on the weekend, with Harry in the Royal Box and Markle some 18 seats away.

Speculation about the prince dating Markle, an actor on sitcom "Suits," began in October last year when rumours emerged from unnamed sources at Buckingham Palace.

The situation escalated after Toronto newspaper Star and gossip magazine Us Weekly reported the pair attended a Halloween party at the end of the month, leading a week later to the prince making a rare public plea for the media to stop what he called a "wave of abuse and harassment."

The week-long Invictus Games were founded by Prince Harry to focus on the "unconquerable character of servicemen and women," and are taking place in the same city where Markle films her TV show.